+2,006.3%
LLY vs AMT
+116.9%
+1,889.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +19.7% | +3.7% | +16.0% | +18.4% |
| 3M | +19.3% | +10.7% | +8.5% | +15.4% |
| 6M | +49.3% | +9.3% | +40.1% | +44.6% |
| YTD | +32.0% | +10.9% | +21.1% | +27.0% |
| 1Y | +53.7% | +10.5% | +43.2% | +48.0% |
| 3Y | +143.7% | +15.5% | +128.2% | +125.6% |
| 5Y | +463.9% | -20.6% | +484.5% | +487.3% |
| 10Y | +2,006.3% | +124.5% | +1,881.8% | +1,570.0% |
| All | +2,006.3% | +116.9% | +1,889.5% | +1,570.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling